+105.9%
C vs OWL
-27.6%
+133.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -0.6% |
| 30D | -6.0% | +7.8% | -13.8% | -8.8% |
| 3M | -10.5% | -12.7% | +2.1% | -6.8% |
| 6M | -5.7% | -2.8% | -2.9% | -6.4% |
| YTD | +4.1% | -30.1% | +34.2% | +16.1% |
| 1Y | +20.5% | -29.1% | +49.6% | +33.1% |
| 3Y | +208.1% | -12.3% | +220.4% | +206.5% |
| All | +105.9% | -27.6% | +133.6% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling